Hidden Markov Models: Applications to Financial Economics Author: Ramaprasad Bhar, Shigeyuki Hamori Published by Springer US ISBN: 978-1-4020-7899-6 DOI: 10.1007/b109046 Table of Contents: Introduction Volatility in Growth Rate of Real GDP Linkages Among G7 Stock Markets Interplay between Industrial Production and Stock Market Linking Inflation and Inflation Uncertainty Exploring Permanent and Transitory Components of Stock Return Exploring the Relationship between Coincident Financial Market... Topics: Economics, Markov processes
byGu, Guojun; Adler, Robert F.; Huffman, George J.; Curtis, Scot
A 5-year daily rainfall dataset (3B42) from TRMM (Tropical Rainfall Measuring Mission) is used to investigate the activity and properties of westward-propagating synoptic-scale waves over tropical West Africa. Evident wave signals appearing in wavenumber-frequency space show their modulations on the surface rainfall pattern during the boreal summer. Interannual variability exists in both their intensity and spectral properties, i. e., dominant frequency and wavenumber ranges. These... Topics: DECISION MAKING, MARKOV PROCESSES, ALGORITHMS, PROBLEM SOLVING
We introduce homogeneous Markov processes and show how the apparatus developed so far simplifies for this class. This module does not discuss more specific Markov processes--continuous, jump, birth-death, etc. Topics: Maths, Stochastic Analysis, Stochastic Processes, Markov Processes, Mathematics Source: http://www.flooved.com/reader/1591
byHorvath, Thomas J.; Berry, Scott A.; Hollis, Brian R.; Liechty, Derek S.; Hamilton, H. Harris, II; Merski, N. Ronal
The goal of the NASA Reusable Launch Vehicle (RLV) technology program is to mature and demonstrate essential, cost effective technologies for next generation launch systems. The X-33 flight vehicle presently being developed by Lockheed Martin is an experimental Single Stage to Orbit (SSTO) demonstrator that seeks to validate critical technologies and insure applicability to a full scale RLV. As with the design of any hypersonic vehicle, the aeroheating environment is an important issue and one... Topics: DYNAMIC PROGRAMMING, MARKOV PROCESSES, DECISION THEORY, ALGORITHMS, CONTROL THEORY
A recent analysis found a negative correlation between the area-mean cloud amount and the corresponding mean Sea Surface Temperature (SST) within the cloudy areas. The SST-cloud relation becomes more evident when the SST contrast between warm pool and surrounding cold pool (DSST) in the tropical Pacific is stronger than normal. The above feature is related to the finding that the strength of subsidence over the cold pool is limited by radiative cooling because of its small variability. As a... Topics: MARKOV PROCESSES, COORDINATION, SMART MATERIALS, COSTS, OBSERVATION, POLICIES, POSITION (LOCATION)
Partially observable Markov decision processes (POMDPs) axe an attractive representation for representing agent behavior, since they capture uncertainty in both the agent's state and its actions. However, finding an optimal policy for POMDPs in general is computationally difficult. In this paper we present Markov Tracking, a restricted problem of coordinating actions with an agent or process represented as a POMDP Because the actions coordinate with the agent rather than influence its behavior,... Topics: NASA Technical Reports Server (NTRS), MARKOV PROCESSES, COORDINATION, TRACKING PROBLEM,...
RESULTS ARE REVIEWED WHICH WERE OBTAINED IN THE POLAROGRAPHY OF MOLTEN SALTS UTILIZING TERNARY ELECTROLYTES RATHER THAN THE LIQUID CAPILLARY ELECTRODES USED BY STEINBERG AND NACHTREIB, AND SHOWING MATHEMATICAL MODELS CONSISTENLY PREDICTING OUTCOMES WHICH CAN BE PROVEN EMPIRICALLY. Topics: AIRCRAFT STABILITY, DYNAMIC CONTROL, MARKOV PROCESSES, CIRCULAR ORBITS, DIFFERENTIAL EQUATIONS,...